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Question on MySQL installation

I am new to mySQL and just got Kevin Yank's book. In the book the quide to install My SQL mentions a file called my-example.cmf. I would need to find and move this file somewhere else.
I just installed mySQL's "mysql-3.23.49-win" and I found only the following: my-huge.cmf, my-big.cmf, my-medium.cmf, my-small.cmf. Did I install something wrong? I have Win 2000 Professional.